+501.4%
MTZ vs PLUG
+6.6%
+494.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.4% | +2.1% | +8.5% |
| 7D | -6.4% | +5.8% | -12.3% | -7.2% |
| 30D | -22.1% | -18.5% | -3.5% | -20.0% |
| 3M | -32.7% | -30.0% | -2.7% | -29.6% |
| 6M | -59.8% | -56.2% | -3.6% | -55.5% |
| YTD | -19.9% | -26.4% | +6.5% | -18.6% |
| 1Y | -11.5% | -42.2% | +30.8% | -7.5% |
| 3Y | +258.1% | -76.8% | +334.9% | +264.7% |
| 5Y | +85.5% | -96.2% | +181.7% | +128.6% |
| All | +501.4% | +6.6% | +494.8% | +355.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling